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Derivatives Pricing Manager

Derivatives Pricing Manager

The Citco Group LimitedDublin, Ireland
18 days ago
Job description

Responsibilities

Role :

  • Run pricing models to independently value derivatives held by our hedge fund clients.
  • Analyze andpare derivative position's valuations, inputs and models. Research OTC pricing exceptions and variances. Work with clients and act as an escalation point for other team members to resolve price challenges, answer valuation questions.
  • Understand current financial models in use and provide one-off modeling needs.
  • Negotiate and monitorpliance of SLAs with clients and / or other Citco offices.
  • Liaise and collaborate with various other Citco departments such as Reconciliations, Client Integration, Market Data, Application Support, other local / global senior management.
  • Represent Citcopetently to external parties such as existing and potential hedge fund clients, their board of directors, Valuationmittees and their existing and potential investors.
  • Reviewpleted work, arrange training, provide guidance / support, and prepare / conduct effective performance appraisals for employees.
  • Support the conversion of any new clients or migration of existing clients from other offices.
  • Take a lead role in projects / systems implementations and work flows.
  • Review fund Valuation Policies.
  • Understand the basics of industry / accounting guidance ( FAS157) and assist with incorporation into pricing processes.
  • Review of client Level 3 asset valuations and methodologies.
  • Research markets, conventions and reporting standards.

Qualifications

About You :

  • Degree Qualified ( and above) in Engineering / Math / Physics / Finance / Economics from a top university
  • CFA, MBA, master's in finance or similar designations a plus
  • Quantitative skills including basic calculus, statistics and financial math
  • Minimum of 5-7 yrs experience in a similar role
  • Must have worked in one of these fields : Derivative valuation, Risk Management, Quantitative research, financial engineering, OTC Trading
  • Experience interacting with senior management and groups up to and including Board level
  • Prior experience of managing a team a plus
  • Should have a keen interest in financial instruments, markets, derivatives valuation, financial engineering, risk management.
  • Strong in excel, must be tech savvy - Excel VBA, SQL
  • Programming experience beneficial
  • Understanding fundamentals of risk analysis

    • Our Benefits

    Your well-being is of paramount importance to us, and central to our success. We provide a range of benefits, training and education support to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location.

    We embrace diversity, prioritizing the hiring of people from diverse backgrounds. Our inclusive culture is a source of pride and strength, fostering innovation and mutual respect.

    Citco wees and encourages applications from people with disabilities. Amodations are available upon request for candidates taking part in all aspects of the selection.

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    Derivatives Pricing Manager • Dublin, Ireland